+151.9%
IWM vs INTU
+240.8%
-88.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +0.7% |
| 7D | -0.3% | -3.9% | +3.6% | +1.0% |
| 30D | +1.9% | +12.0% | -10.1% | -2.3% |
| 3M | -5.7% | +2.3% | -8.0% | -7.4% |
| 6M | -0.3% | -12.1% | +11.8% | +0.8% |
| YTD | +15.8% | -47.5% | +63.3% | +41.2% |
| 1Y | +17.1% | -46.9% | +64.0% | +41.9% |
| 3Y | +73.1% | -33.5% | +106.5% | +84.1% |
| 5Y | +25.9% | -41.2% | +67.1% | +34.8% |
| 10Y | +151.9% | +233.5% | -81.6% | +33.6% |
| All | +151.9% | +240.8% | -88.9% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded INTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling